Question
A stock portfolio has a beta of 1.5 and an average return of 7.5 percent. Over the same period, the average return market return is
A stock portfolio has a beta of 1.5 and an average return of 7.5 percent. Over the same period, the average return market return is 10.2 percent and the risk-free rate is 2 percent. What is the risk premium for the stock portfolio?
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Asset Allocation And International Investments
Authors: G. Gregoriou
1st Edition
023001917X,0230626513
